OPEN-SOURCE SCRIPT
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Overall Logic of This Indicator
This is an automatic Order Block (OB) plotting indicator based on "structure break + extreme small-bodied candle". It identifies two types of zones: Demand Zone (Bull OB): Blue semi-transparent box (bullish entry zone)
Supply Zone (Bear OB): Red semi-transparent box (bearish entry zone)
Core Idea:
When price breaks the high/low of the candle 2 bars ago, the script scans backward to find the most extreme small-bodied candle (within a filtered range), uses that single candle’s high/low as the Order Block boundaries, draws a box extending infinitely to the right, and keeps it until price mitigates (breaks) it.Detailed Logic Breakdown (in code execution order)Input Settings show_ob: Show Order Blocks (on/off)
ob_showlast: Maximum number of latest unmitigated OBs to display (default 5)
ob_filter: Small-body filter “Atr” → uses ta.atr(200)
“Cumulative Mean Range” → uses cumulative average of (high - low)
Both are multiplied by 2 to define the “small body” threshold.
Trigger Conditions (Structure Break Detection) pinescript
if ta.crossover(close, high[2]) // Close breaks above the high of 2 bars ago
→ Create **Demand Zone (Bull OB)** → call `ob_coord(false, bar_index[2], ...)`
if ta.crossunder(close, low[2]) // Close breaks below the low of 2 bars ago
→ Create **Supply Zone (Bear OB)** → call `ob_coord(true, bar_index[2], ...)`
This actually detects a 3-candle structure break (current candle breaking the extreme of the candle 2 bars prior).
Order Block Coordinate Calculation (Core of ob_coord function)
Example for Demand Zone (use_max = false): Scans backward from the trigger bar (bar_index[2])
Only considers small-bodied candles: (high - low) < threshold * 2
Among those, finds the lowest low → records it as min
Takes the high of that exact same candle as max
Final Order Block = that single candle’s [high, low], timestamp = time of that candle
For Supply Zone (use_max = true): opposite logic — finds the highest high among small-bodied candles and uses that candle’s low as the lower boundary.→ Result: Every Order Block is always a single small-bodied candle (never a merged zone), but it is the most extreme one within the scanned range.
Order Block Lifecycle Management After creation, stores data in 4 arrays: ob_top, ob_btm, ob_left, ob_type (1 = Demand, -1 = Supply)
Real-time mitigation check (every bar): Demand zone (type == 1): if close < ob_btm → immediately delete
Supply zone (type == -1): if close > ob_top → immediately delete
Only unmitigated blocks remain.
Drawing Logic (executed only on the last bar) Uses pre-created box objects (up to ob_showlast boxes)
For the latest N unmitigated blocks: Left side = time of the extreme candle
Top/Bottom = high/low of that candle
Extends infinitely right (extend.right)
Colors: blue for demand, red for supply.
One-Sentence Summary“When price breaks the extreme of the candle 2 bars ago → scan backward for candles smaller than 2× threshold → pick the most extreme single candle as the Order Block → draw box extending right → delete as soon as price closes through it.”This is a classic Institutional Order Block approach: it treats the “last small-bodied candle before a strong move” as the smart-money entry zone, triggers on structure breaks, automatically removes invalidated zones, and keeps only the most recent 5 valid ones. Clean, efficient, and highly practical for trading.
该指标的总体逻辑
这是一个基于“结构突破+极小实体K线”的自动订单块（OB）绘图指标。它识别两种类型的区域：需求区（看涨 OB）：蓝色半透明框（看涨入场区）
供给区（看跌 OB）：红色半透明框（看跌入场区）
核心思想：
当价格突破两根K线前的最高价/最低价时，脚本会向前扫描，找到最极端的小型K线（在过滤范围内），使用该K线的最高价/最低价作为订单块边界，绘制一个向右无限延伸的框，并保持该框，直到价格突破（缓解）该框。详细逻辑分解（按代码执行顺序）输入设置 show_ob：显示订单块（开/关）
ob_showlast：要显示的最新未缓解订单块的最大数量（默认为5）
ob_filter：小型K线过滤器 “Atr” → 使用 ta.atr(200)
“累计均值范围” → 使用（最高价 - 最低价）的累计平均值
两者均乘以2定义“小实体”阈值。
触发条件（结构突破检测）pinescript
如果 ta.crossover(close, high[2]) // 收盘价突破前两根K线的最高价
→ 创建**需求区（牛市突破）** → 调用 `ob_coord(false, bar_index[2], ...)`
如果 ta.crossunder(close, low[2]) // 收盘价跌破前两根K线的最低价
→ 创建**供给区（熊市突破）** → 调用 `ob_coord(true, bar_index[2], ...)`
这实际上检测的是三根K线的结构突破（当前K线突破前两根K线的最高价）。
订单块坐标计算（ob_coord 函数的核心）
需求区示例（use_max = false）：从触发柱（bar_index[2]）向后扫描
仅考虑小实体K线：(high - low) < threshold * 2
在这些小实体K线中，找到最低价 → 将其记录为 min
将该K线的最高价作为 max
最终订单块 = 该K线的 [high, low]，时间戳 = 该K线的时间
供给区示例（use_max = true）：逻辑相反——找到小实体K线中的最高价，并使用该K线的最低价作为下限。→ 结果：每个订单块始终由一根小实体K线组成（绝非合并区域），但它是扫描范围内最极端的K线。
订单块生命周期管理：创建后，数据存储在 4 个数组中：ob_top、ob_btm、ob_left 和 ob_type（1 = 需求，-1 = 供给）。
实时缓解检查（每根K线）：需求区（type == 1）：如果收盘价 < ob_btm → 立即删除。
供给区（type == -1）：如果收盘价 > ob_top → 立即删除。
仅保留未缓解的订单块。
绘制逻辑（仅在最后一根K线执行）：使用预先创建的方框对象（最多 ob_showlast 个方框）。
对于最近的 N 个未缓解的订单块：左侧 = 极端K线的时间。
顶部/底部 = 该K线的最高价/最低价。
向右无限延伸（extend.right）。
颜色：蓝色代表需求，红色代表供给。
一句话总结：“当价格突破两根K线前的极值时 → 向前扫描小于两倍阈值的K线 → 选择最极端的单根K线作为订单块 → 向右绘制延伸的框 → 一旦价格收盘穿过该框，立即删除。”这是一种经典的机构订单块策略：它将“强势行情前的最后一根小实体K线”视为精明资金的入场区域，在结构突破时触发，自动移除无效区域，并仅保留最近的5个有效区域。简洁、高效且极具交易实用性。
This is an automatic Order Block (OB) plotting indicator based on "structure break + extreme small-bodied candle". It identifies two types of zones: Demand Zone (Bull OB): Blue semi-transparent box (bullish entry zone)
Supply Zone (Bear OB): Red semi-transparent box (bearish entry zone)
Core Idea:
When price breaks the high/low of the candle 2 bars ago, the script scans backward to find the most extreme small-bodied candle (within a filtered range), uses that single candle’s high/low as the Order Block boundaries, draws a box extending infinitely to the right, and keeps it until price mitigates (breaks) it.Detailed Logic Breakdown (in code execution order)Input Settings show_ob: Show Order Blocks (on/off)
ob_showlast: Maximum number of latest unmitigated OBs to display (default 5)
ob_filter: Small-body filter “Atr” → uses ta.atr(200)
“Cumulative Mean Range” → uses cumulative average of (high - low)
Both are multiplied by 2 to define the “small body” threshold.
Trigger Conditions (Structure Break Detection) pinescript
if ta.crossover(close, high[2]) // Close breaks above the high of 2 bars ago
→ Create **Demand Zone (Bull OB)** → call `ob_coord(false, bar_index[2], ...)`
if ta.crossunder(close, low[2]) // Close breaks below the low of 2 bars ago
→ Create **Supply Zone (Bear OB)** → call `ob_coord(true, bar_index[2], ...)`
This actually detects a 3-candle structure break (current candle breaking the extreme of the candle 2 bars prior).
Order Block Coordinate Calculation (Core of ob_coord function)
Example for Demand Zone (use_max = false): Scans backward from the trigger bar (bar_index[2])
Only considers small-bodied candles: (high - low) < threshold * 2
Among those, finds the lowest low → records it as min
Takes the high of that exact same candle as max
Final Order Block = that single candle’s [high, low], timestamp = time of that candle
For Supply Zone (use_max = true): opposite logic — finds the highest high among small-bodied candles and uses that candle’s low as the lower boundary.→ Result: Every Order Block is always a single small-bodied candle (never a merged zone), but it is the most extreme one within the scanned range.
Order Block Lifecycle Management After creation, stores data in 4 arrays: ob_top, ob_btm, ob_left, ob_type (1 = Demand, -1 = Supply)
Real-time mitigation check (every bar): Demand zone (type == 1): if close < ob_btm → immediately delete
Supply zone (type == -1): if close > ob_top → immediately delete
Only unmitigated blocks remain.
Drawing Logic (executed only on the last bar) Uses pre-created box objects (up to ob_showlast boxes)
For the latest N unmitigated blocks: Left side = time of the extreme candle
Top/Bottom = high/low of that candle
Extends infinitely right (extend.right)
Colors: blue for demand, red for supply.
One-Sentence Summary“When price breaks the extreme of the candle 2 bars ago → scan backward for candles smaller than 2× threshold → pick the most extreme single candle as the Order Block → draw box extending right → delete as soon as price closes through it.”This is a classic Institutional Order Block approach: it treats the “last small-bodied candle before a strong move” as the smart-money entry zone, triggers on structure breaks, automatically removes invalidated zones, and keeps only the most recent 5 valid ones. Clean, efficient, and highly practical for trading.
该指标的总体逻辑
这是一个基于“结构突破+极小实体K线”的自动订单块（OB）绘图指标。它识别两种类型的区域：需求区（看涨 OB）：蓝色半透明框（看涨入场区）
供给区（看跌 OB）：红色半透明框（看跌入场区）
核心思想：
当价格突破两根K线前的最高价/最低价时，脚本会向前扫描，找到最极端的小型K线（在过滤范围内），使用该K线的最高价/最低价作为订单块边界，绘制一个向右无限延伸的框，并保持该框，直到价格突破（缓解）该框。详细逻辑分解（按代码执行顺序）输入设置 show_ob：显示订单块（开/关）
ob_showlast：要显示的最新未缓解订单块的最大数量（默认为5）
ob_filter：小型K线过滤器 “Atr” → 使用 ta.atr(200)
“累计均值范围” → 使用（最高价 - 最低价）的累计平均值
两者均乘以2定义“小实体”阈值。
触发条件（结构突破检测）pinescript
如果 ta.crossover(close, high[2]) // 收盘价突破前两根K线的最高价
→ 创建**需求区（牛市突破）** → 调用 `ob_coord(false, bar_index[2], ...)`
如果 ta.crossunder(close, low[2]) // 收盘价跌破前两根K线的最低价
→ 创建**供给区（熊市突破）** → 调用 `ob_coord(true, bar_index[2], ...)`
这实际上检测的是三根K线的结构突破（当前K线突破前两根K线的最高价）。
订单块坐标计算（ob_coord 函数的核心）
需求区示例（use_max = false）：从触发柱（bar_index[2]）向后扫描
仅考虑小实体K线：(high - low) < threshold * 2
在这些小实体K线中，找到最低价 → 将其记录为 min
将该K线的最高价作为 max
最终订单块 = 该K线的 [high, low]，时间戳 = 该K线的时间
供给区示例（use_max = true）：逻辑相反——找到小实体K线中的最高价，并使用该K线的最低价作为下限。→ 结果：每个订单块始终由一根小实体K线组成（绝非合并区域），但它是扫描范围内最极端的K线。
订单块生命周期管理：创建后，数据存储在 4 个数组中：ob_top、ob_btm、ob_left 和 ob_type（1 = 需求，-1 = 供给）。
实时缓解检查（每根K线）：需求区（type == 1）：如果收盘价 < ob_btm → 立即删除。
供给区（type == -1）：如果收盘价 > ob_top → 立即删除。
仅保留未缓解的订单块。
绘制逻辑（仅在最后一根K线执行）：使用预先创建的方框对象（最多 ob_showlast 个方框）。
对于最近的 N 个未缓解的订单块：左侧 = 极端K线的时间。
顶部/底部 = 该K线的最高价/最低价。
向右无限延伸（extend.right）。
颜色：蓝色代表需求，红色代表供给。
一句话总结：“当价格突破两根K线前的极值时 → 向前扫描小于两倍阈值的K线 → 选择最极端的单根K线作为订单块 → 向右绘制延伸的框 → 一旦价格收盘穿过该框，立即删除。”这是一种经典的机构订单块策略：它将“强势行情前的最后一根小实体K线”视为精明资金的入场区域，在结构突破时触发，自动移除无效区域，并仅保留最近的5个有效区域。简洁、高效且极具交易实用性。
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
📈 专注市场动态与技术分析
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
📈 专注市场动态与技术分析
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
📲 自建神经网络量化系统
🌏 AASFANS （抖音微信同号，添加备注来意，拒闲聊）
X：@AASFANS
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.